Implied Volatility (Mean) (20-Day)

Implied Volatility (Mean): The forecasted future volatility of the security over the selected time frame, derived from the average of the put and call implied volatilities for options with the relevant expiration date.

SPDR Bloomberg International Corporate Bond ETF (IBND) had 20-Day Implied Volatility (Mean) of 0.3297 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1138
Historical Volatility (Parkinson)	0.0912
Implied Volatility (Calls)	0.3271
Implied Volatility (Puts)	0.3324
Implied Volatility (Mean)	0.3297
Put-Call Implied Volatility Ratio	1.0162
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--